Type C Record - Standard
Length | From | To | Datatype | Format | Description and Comments |
---|---|---|---|---|---|
1 | 1 | 1 | AN | X | Record ID - "C" |
3 | 2 | 4 | AN | X(3) | Combined Commodity Code |
2 | 5 | 6 | AN | X(2) | Intracommodity Spread Method Code - "10" |
2 | 7 | 8 | N | 9(2) | Spread Priority (Spread Number) |
2 | 9 | 10 | N | 9(2) | Number of Legs |
7 | 11 | 17 | N | 9(7) | Charge Rate |
2 | 18 | 19 | N | 9(2) | Leg 1 - Leg number |
2 | 20 | 21 | N | 9(2) | Leg 1 - Tier number |
2 | 22 | 23 | N | 9(2) | Leg 1 - Delta Per Spread Ratio |
1 | 24 | 24 | A | A | Leg 1 - Market Side (A or B) |
2 | 25 | 26 | N | 9(2) | Leg 2 - Leg number |
2 | 27 | 28 | N | 9(2) | Leg 2 - Tier number |
2 | 29 | 30 | N | 9(2) | Leg 2 - Delta Per Spread Ratio |
1 | 31 | 31 | A | A | Leg 2 - Market Side (A or B) |
2 | 32 | 33 | N | 9(2) | Leg 3 - Leg number |
2 | 34 | 35 | N | 9(2) | Leg 3 - Tier number |
2 | 36 | 37 | N | 9(2) | Leg 3 - Delta Per Spread Ratio |
1 | 38 | 38 | A | A | Leg 3 - Market Side (A or B) |
2 | 39 | 40 | N | 9(2) | Leg 4 - Leg number |
2 | 41 | 42 | N | 9(2) | Leg 4 - Tier number |
2 | 43 | 44 | N | 9(2) | Leg 4 - Delta Per Spread Ratio |
1 | 45 | 45 | A | A | Leg 4 - Market Side (A or B) |
2 | 46 | 47 | N | 9(2) | Leg 5 - Leg number |
2 | 48 | 49 | N | 9(2) | Leg 5 - Tier number |
2 | 50 | 51 | N | 9(2) | Leg 5 - Delta Per Spread Ratio |
1 | 52 | 52 | A | A | Leg 5 - Market Side (A or B) |
2 | 53 | 54 | N | 9(2) | Leg 6 - Leg number |
2 | 55 | 56 | N | 9(2) | Leg 6 - Tier number |
2 | 57 | 58 | N | 9(2) | Leg 6 - Delta Per Spread Ratio |
1 | 59 | 59 | A | A | Leg 6 - Market Side (A or B) |
2 | 60 | 61 | N | 9(2) | Leg 7 - Leg number |
2 | 62 | 63 | N | 9(2) | Leg 7 - Tier number |
2 | 64 | 65 | N | 9(2) | Leg 7 - Delta Per Spread Ratio |
1 | 66 | 66 | A | A | Leg 7 - Market Side (A or B) |
2 | 67 | 68 | N | 9(2) | Leg 8 - Leg number |
2 | 69 | 70 | N | 9(2) | Leg 8 - Tier number |
2 | 71 | 72 | N | 9(2) | Leg 8 - Delta Per Spread Ratio |
1 | 73 | 73 | A | A | Leg 8 - Market Side (A or B) |
7 | 74 | 80 | - | - | Filler |
Notes:
Type "C" records are subrecords of the type "3" - intracommodity spread parameters - record for a combined commodity, and typically follow that record immediately. Each one provides data about a particular tier to tier intracommodity spread for that combined commodity.
Up to 8 legs are supported on a particular "C" record -- if more than 8 legs are defined for a particular spread, additional "C" records with the same spread priority number follow the first one immediately.
How was your SPAN Site Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.